A conjugate gradient method for the solution of equality constrained least squares problems

J. L. Barlow; N. K. Nichols; R. J. Plemmons

doi:10.1117/12.936871

A conjugate gradient method for the solution of equality constrained least squares problems

J. L. Barlow, N. K. Nichols, R. J. Plemmons

Computer Science and Engineering

Research output: Contribution to journal › Article › peer-review

Abstract

A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|₂subject to the constraint C^Hw = f. For signal processing problems, the method has the advantage that the solution w is easy to update after the matrix G has been updated.

Original language	English (US)
Pages (from-to)	23-30
Number of pages	8
Journal	Proceedings of SPIE - The International Society for Optical Engineering
Volume	696
DOIs	https://doi.org/10.1117/12.936871
State	Published - Apr 4 1986

All Science Journal Classification (ASJC) codes

Electronic, Optical and Magnetic Materials
Condensed Matter Physics
Computer Science Applications
Applied Mathematics
Electrical and Electronic Engineering

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title = "A conjugate gradient method for the solution of equality constrained least squares problems",

abstract = "A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|2subject to the constraint CHw = f. For signal processing problems, the method has the advantage that the solution w is easy to update after the matrix G has been updated.",

author = "Barlow, \{J. L.\} and Nichols, \{N. K.\} and Plemmons, \{R. J.\}",

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AU - Nichols, N. K.

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N2 - A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|2subject to the constraint CHw = f. For signal processing problems, the method has the advantage that the solution w is easy to update after the matrix G has been updated.

AB - A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|2subject to the constraint CHw = f. For signal processing problems, the method has the advantage that the solution w is easy to update after the matrix G has been updated.

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A conjugate gradient method for the solution of equality constrained least squares problems

Abstract

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